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"Newton's Method for Computing the Nearest Correlation Matrix with a Simple ..."

Qingna Li, Donghui Li, Houduo Qi (2010)

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DOI: 10.1007/S10957-010-9738-6

access: closed

type: Journal Article

metadata version: 2024-02-05

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Qingna Li, Donghui Li, Houduo Qi:
Newton's Method for Computing the Nearest Correlation Matrix with a Simple Upper Bound. J. Optim. Theory Appl. 147(3): 546-568 (2010)

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